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isPartOf:"Journal of econometrics"
~isPartOf:"Applied economics letters"
~isPartOf:"The European journal of finance"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~subject:"Aktienmarkt"
~subject:"Konjunktur"
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Search: subject_exact:"Volatility"
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Aktienmarkt
Konjunktur
Volatilität
1,206
Volatility
1,205
Theorie
391
Theory
391
Börsenkurs
315
Share price
315
Estimation
306
Schätzung
306
Capital income
241
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241
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231
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231
ARCH model
165
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165
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145
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140
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134
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134
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132
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132
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118
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111
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Financial market
78
Finanzmarkt
78
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Risk
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62
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62
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Bekaert, Geert
4
Gupta, Rangan
4
Jaimovich, Nir
4
Schwert, George William
4
Diebold, Francis X.
3
Fernández-Villaverde, Jesús
3
Guerrón-Quintana, Pablo A.
3
Harvey, Campbell R.
3
Perri, Fabrizio
3
Pierdzioch, Christian
3
Ramey, Valerie A.
3
Razin, Asaf
3
Rubio-Ramírez, Juan Francisco
3
Bachmann, Ruediger
2
Banerjee, Anindya
2
Ben-David, Itzhak
2
Bollerslev, Tim
2
Caballero, Ricardo J.
2
Campbell, John Y.
2
Dew-Becker, Ian
2
Edwards, Sebastian
2
Farmer, Roger E. A.
2
Fogli, Alessandra
2
Franzoni, Francesco
2
Ghysels, Eric
2
Giglio, Stefano
2
Grobys, Klaus
2
Hale, Galina
2
Hall, Robert Ernest
2
Hansen, Gary D.
2
King, Mervyn
2
Lettau, Martin
2
Ludvigson, Sydney C.
2
McMillan, David G.
2
Moussawi, Rabih
2
Ohanian, Lee E.
2
Perez de Gracia, Fernando
2
Rebelo, Sérgio
2
Rose, Andrew
2
Salisu, Afees A.
2
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Journal of econometrics
Applied economics letters
The European journal of finance
Working paper / National Bureau of Economic Research, Inc.
Finance research letters
170
International review of financial analysis
122
Energy economics
108
NBER working paper series
106
The North American journal of economics and finance : a journal of financial economics studies
103
International review of economics & finance : IREF
101
Applied economics
93
Economic modelling
91
Research in international business and finance
90
NBER Working Paper
88
Journal of international financial markets, institutions & money
76
Pacific-Basin finance journal
67
Applied financial economics
62
Discussion paper / Centre for Economic Policy Research
61
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
59
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
57
Journal of risk and financial management : JRFM
57
Economics letters
52
Journal of banking & finance
52
Journal of empirical finance
50
International journal of finance & economics : IJFE
45
Global finance journal
44
CESifo working papers
43
Working paper
41
Journal of international money and finance
39
International Journal of Energy Economics and Policy : IJEEP
37
International journal of economics and finance
37
Emerging markets, finance and trade : EMFT
36
Finance India : the quarterly journal of Indian Institute of Finance
35
Journal of economic dynamics & control
31
Emerging markets review
30
Investment management and financial innovations
30
Cogent economics & finance
29
International journal of economics and financial issues : IJEFI
29
Journal of financial economics
28
Macroeconomic dynamics
28
Journal of forecasting
26
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ECONIS (ZBW)
215
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1
The effect of technological developments on the stock market : evidence from emerging market
Celik, Mehmet Sinan
;
Ozturk, Mutlu Basaran
;
Haykir, Ozkan
- In:
Applied economics letters
31
(
2024
)
2
,
pp. 118-121
Persistent link: https://www.econbiz.de/10014448256
Saved in:
2
Are fund managers incentivised to ignore stock market jumps?
Chondrogiannis, Ilias
;
Freeman, Mark
;
Vivian, Andrew
- In:
The European journal of finance
29
(
2023
)
15
,
pp. 1793-1823
Persistent link: https://www.econbiz.de/10014388504
Saved in:
3
The VolCo index : a measure of the transition from pandemic to equity market
Wang, Kun
;
Han, Chuan-Hsiang
- In:
Applied economics letters
30
(
2023
)
15
,
pp. 2004-2008
Persistent link: https://www.econbiz.de/10014324852
Saved in:
4
Analysing emerging market returns with high-frequency data during the global financial crisis of 2007-2009
Yalaman, Abdullah
;
Manahov, Viktor
- In:
The European journal of finance
28
(
2022
)
10
,
pp. 1019-1051
Persistent link: https://www.econbiz.de/10013373360
Saved in:
5
Dynamic correlations and volatility spillovers between stock price and exchange rate in BRIICS economies : evidence from the COVID-19 outbreak period
Rai, Karan
;
Garg, Bhavesh
- In:
Applied economics letters
29
(
2022
)
8
,
pp. 738-745
Persistent link: https://www.econbiz.de/10013171046
Saved in:
6
COVID-19's impacts on the Korean stock market
Choi, Changkyu
;
Jung, Hojin
- In:
Applied economics letters
29
(
2022
)
11
,
pp. 974-978
Persistent link: https://www.econbiz.de/10013411995
Saved in:
7
The day-of-the-week effect on global stock market volatility after a market shock
Kang, Taehyeon
;
Cho, Eunyoung
- In:
Applied economics letters
31
(
2024
)
8
,
pp. 696-701
Persistent link: https://www.econbiz.de/10014557841
Saved in:
8
Expected profitability, the 52-week high and the idiosyncratic volatility puzzle
Khasawneh, Maher
;
McMillan, David G.
;
Kambouroudis, Dimos
- In:
The European journal of finance
29
(
2023
)
14
,
pp. 1621-1648
Persistent link: https://www.econbiz.de/10014387954
Saved in:
9
The reaction of financial markets to Russia’s invasion of Ukraine : evidence from gold, oil, bitcoin, and major stock markets
Diaconaşu, Delia-Elena
;
Mehdian, Seyed M.
;
Stoica, Ovidiu
- In:
Applied economics letters
30
(
2023
)
19
,
pp. 2792-2796
Persistent link: https://www.econbiz.de/10014369456
Saved in:
10
Moments, shocks and spillovers in Markov-switching VAR models
Kole, Erik
;
Dijk, Dick van
- In:
Journal of econometrics
236
(
2023
)
2
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014365495
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